FTSE 100 Index Future December 2020


Trading Metrics calculated at close of trading on 19-Nov-2020
Day Change Summary
Previous Current
18-Nov-2020 19-Nov-2020 Change Change % Previous Week
Open 6,337.0 6,298.0 -39.0 -0.6% 5,947.0
High 6,381.5 6,358.5 -23.0 -0.4% 6,378.0
Low 6,301.5 6,296.5 -5.0 -0.1% 5,943.0
Close 6,375.5 6,324.0 -51.5 -0.8% 6,313.0
Range 80.0 62.0 -18.0 -22.5% 435.0
ATR 131.5 127.7 -3.7 -2.9% 0.0
Volume 92,611 113,086 20,475 22.1% 760,972
Daily Pivots for day following 19-Nov-2020
Classic Woodie Camarilla DeMark
R4 6,512.5 6,480.0 6,358.0
R3 6,450.5 6,418.0 6,341.0
R2 6,388.5 6,388.5 6,335.5
R1 6,356.0 6,356.0 6,329.5 6,372.0
PP 6,326.5 6,326.5 6,326.5 6,334.5
S1 6,294.0 6,294.0 6,318.5 6,310.0
S2 6,264.5 6,264.5 6,312.5
S3 6,202.5 6,232.0 6,307.0
S4 6,140.5 6,170.0 6,290.0
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 7,516.5 7,349.5 6,552.0
R3 7,081.5 6,914.5 6,432.5
R2 6,646.5 6,646.5 6,393.0
R1 6,479.5 6,479.5 6,353.0 6,563.0
PP 6,211.5 6,211.5 6,211.5 6,253.0
S1 6,044.5 6,044.5 6,273.0 6,128.0
S2 5,776.5 5,776.5 6,233.0
S3 5,341.5 5,609.5 6,193.5
S4 4,906.5 5,174.5 6,074.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,451.5 6,246.0 205.5 3.2% 97.0 1.5% 38% False False 110,961
10 6,451.5 5,834.0 617.5 9.8% 133.0 2.1% 79% False False 130,735
20 6,451.5 5,463.0 988.5 15.6% 133.0 2.1% 87% False False 122,832
40 6,451.5 5,463.0 988.5 15.6% 112.0 1.8% 87% False False 104,831
60 6,451.5 5,463.0 988.5 15.6% 110.0 1.7% 87% False False 98,503
80 6,451.5 5,463.0 988.5 15.6% 92.5 1.5% 87% False False 73,953
100 6,451.5 5,463.0 988.5 15.6% 76.5 1.2% 87% False False 59,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.2
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,622.0
2.618 6,521.0
1.618 6,459.0
1.000 6,420.5
0.618 6,397.0
HIGH 6,358.5
0.618 6,335.0
0.500 6,327.5
0.382 6,320.0
LOW 6,296.5
0.618 6,258.0
1.000 6,234.5
1.618 6,196.0
2.618 6,134.0
4.250 6,033.0
Fisher Pivots for day following 19-Nov-2020
Pivot 1 day 3 day
R1 6,327.5 6,353.0
PP 6,326.5 6,343.5
S1 6,325.0 6,333.5

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols